ECBOT 10 Year T-Note Future March 2023
| Trading Metrics calculated at close of trading on 09-Feb-2023 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
08-Feb-2023 |
09-Feb-2023 |
Change |
Change % |
Previous Week |
| Open |
113-080 |
113-210 |
0-130 |
0.4% |
114-210 |
| High |
113-205 |
113-260 |
0-055 |
0.2% |
116-000 |
| Low |
113-060 |
113-000 |
-0-060 |
-0.2% |
114-055 |
| Close |
113-130 |
113-010 |
-0-120 |
-0.3% |
114-135 |
| Range |
0-145 |
0-260 |
0-115 |
79.3% |
1-265 |
| ATR |
0-256 |
0-257 |
0-000 |
0.1% |
0-000 |
| Volume |
1,582,789 |
1,498,491 |
-84,298 |
-5.3% |
9,903,161 |
|
| Daily Pivots for day following 09-Feb-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
115-230 |
115-060 |
113-153 |
|
| R3 |
114-290 |
114-120 |
113-082 |
|
| R2 |
114-030 |
114-030 |
113-058 |
|
| R1 |
113-180 |
113-180 |
113-034 |
113-135 |
| PP |
113-090 |
113-090 |
113-090 |
113-068 |
| S1 |
112-240 |
112-240 |
112-306 |
112-195 |
| S2 |
112-150 |
112-150 |
112-282 |
|
| S3 |
111-210 |
111-300 |
112-258 |
|
| S4 |
110-270 |
111-040 |
112-187 |
|
|
| Weekly Pivots for week ending 03-Feb-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
120-112 |
119-068 |
115-137 |
|
| R3 |
118-167 |
117-123 |
114-296 |
|
| R2 |
116-222 |
116-222 |
114-242 |
|
| R1 |
115-178 |
115-178 |
114-189 |
115-068 |
| PP |
114-277 |
114-277 |
114-277 |
114-221 |
| S1 |
113-233 |
113-233 |
114-081 |
113-122 |
| S2 |
113-012 |
113-012 |
114-028 |
|
| S3 |
111-067 |
111-288 |
113-294 |
|
| S4 |
109-122 |
110-023 |
113-133 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
115-225 |
113-000 |
2-225 |
2.4% |
0-285 |
0.8% |
1% |
False |
True |
1,917,581 |
| 10 |
116-000 |
113-000 |
3-000 |
2.7% |
0-250 |
0.7% |
1% |
False |
True |
1,807,671 |
| 20 |
116-080 |
113-000 |
3-080 |
2.9% |
0-257 |
0.7% |
1% |
False |
True |
1,688,805 |
| 40 |
116-080 |
111-280 |
4-120 |
3.9% |
0-252 |
0.7% |
26% |
False |
False |
1,464,066 |
| 60 |
116-080 |
111-280 |
4-120 |
3.9% |
0-257 |
0.7% |
26% |
False |
False |
1,372,143 |
| 80 |
116-080 |
109-055 |
7-025 |
6.3% |
0-271 |
0.7% |
55% |
False |
False |
1,031,511 |
| 100 |
116-080 |
109-055 |
7-025 |
6.3% |
0-288 |
0.8% |
55% |
False |
False |
825,243 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
117-085 |
|
2.618 |
115-301 |
|
1.618 |
115-041 |
|
1.000 |
114-200 |
|
0.618 |
114-101 |
|
HIGH |
113-260 |
|
0.618 |
113-161 |
|
0.500 |
113-130 |
|
0.382 |
113-099 |
|
LOW |
113-000 |
|
0.618 |
112-159 |
|
1.000 |
112-060 |
|
1.618 |
111-219 |
|
2.618 |
110-279 |
|
4.250 |
109-175 |
|
|
| Fisher Pivots for day following 09-Feb-2023 |
| Pivot |
1 day |
3 day |
| R1 |
113-130 |
113-140 |
| PP |
113-090 |
113-097 |
| S1 |
113-050 |
113-053 |
|